Agthia Group Pjsc EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:31.28% (-3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2046 | 21.74 | |
| 0.3131 | 37.31 | |
| 0.8806 | 147.30 | |
| 0.0120 | 1.36 |
Estimation Period:
Jan 2, 2006 to Feb 13, 2026
Jan 2, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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